On an optimal stopping problem and a variational inequality
From MaRDI portal
Publication:1243991
DOI10.2969/JMSJ/03020303zbMath0372.60106OpenAlexW2080037670MaRDI QIDQ1243991
Publication date: 1978
Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2969/jmsj/03020303
Related Items (9)
Non zero-sum stopping games of symmetric Markov processes ⋮ Stochastic control of symmetric markov processes and nonlinear variational inequalities ⋮ The system of quasi-variational inequalities attached to the two-armed bandit problem ⋮ Asymptotic analysis for variational inequalities and its application to optimal stopping ⋮ Nested variational inequalities and related optimal multiple startingstopping problems for symmetric Markov processes ⋮ On a class of optimal stopping problems for diffusions with discontinuous coefficients ⋮ Continuity Properties of Optimal Multiple Stopping Value ⋮ On uniqueness and structure of renormalized solutions to integro-differential equations with general measure data ⋮ Optimal stopping of one-dimensional diffusions with integral criteria
This page was built for publication: On an optimal stopping problem and a variational inequality
